Finance

CLMT Move Probability $52.65 -3.39 (-6.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
77.6%
Stock touched +5.0% ($55.28) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
45.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.71x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.0%
$45.82 — $59.48

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-33.3% to -28.6%: 6 occurrences (1.2%) -31.0% -28.6% to -24.0%: 15 occurrences (3.0%) -24.0% to -19.4%: 10 occurrences (2.0%) -19.4% to -14.8%: 13 occurrences (2.6%) -17.1% -14.8% to -10.1%: 16 occurrences (3.1%) -10.1% to -5.5%: 39 occurrences (7.7%) -5.5% to -0.9%: 73 occurrences (14.4%) -3.2% -0.9% to +3.8%: 80 occurrences (15.7%) +3.8% to +8.4%: 81 occurrences (15.9%) +8.4% to +13.0%: 51 occurrences (10.0%) 10.7% +13.0% to +17.7%: 38 occurrences (7.5%) +17.7% to +22.3%: 45 occurrences (8.9%) +22.3% to +26.9%: 19 occurrences (3.7%) 24.6% +26.9% to +31.5%: 15 occurrences (3.0%) +31.5% to +36.2%: 4 occurrences (0.8%) +36.2% to +40.8%: 3 occurrences (0.6%) 38.5%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 77.6% 45.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.8% Adjusts normal bell curve for real-world skewness (-0.42) and kurtosis (4.34).
Standard Normal (Black-Scholes / GBM) 70.7% 35.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.5% 44.6% Filters for historical windows that started with volatility similar to current 20-day HV (258 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.0%
  • Recent 20-Day HV: 37.3%
  • Parkinson Intraday Volatility: 50.8%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.8%
  • Top 10% Move (90th percentile): +21.2%
  • Bottom 10% Move (10th percentile): -11.7%
  • Max Historical Gain (14d): +40.8%
  • Max Historical Loss (14d): -33.3%